Moment Stability of Explicit Scheme for Nonlinear Stochastic Differential Systems
ABSTRACT This paper proposes a general unifying scheme (GUS) in obtaining the easy‐to‐check moment stability conditions for nonlinear stochastic differential systems (SDSs). The proposed scheme elucidates a bridge between nonlinear SDSs to positive linear systems (PLSs), which enables the ‐moment stability of nonlinear SDSs can be transformed into 1‐moment stability of a related PLS.
Authors
- Zenghui Hu (ORCID: https://orcid.org/0000-0001-9815-9148)
- Tao Wang (ORCID: https://orcid.org/0000-0001-5004-160X)
- Jiamin Liu (ORCID: https://orcid.org/0000-0003-0118-4852)
Institutions
- Jimei University (CN)
- Jilin University (CN)
- Zhengzhou University (CN)
Publication Details
- Journal
- Mathematical Methods in the Applied Sciences
- Published
- 2025-10-14
- DOI
- https://doi.org/10.1002/mma.70206
- Primary Topic
- Stability and Controllability of Differential Equations
- Type
- article
- Field-Weighted Citation Impact
- 0.00